author gives recommendations for allocating equity portfolios in the Eurozone under consideration of industrial and regional … factors by an empirical analysis. As the most common benchmark index for the Eurozone, the Dow Jones Euro STOXX 50 is analysed …, established by different TMI industry indices of the Eurozone is calculated, which serves as benefit for diversification …

, much less a matching theory. This is troubling because one of the most economically significant puzzles in finance is why … experienced, well-resourced fund managers cannot outperform the market. Applied Investment Theory: How Equity Markets Behave, and … documented, but free of jargon and arcane math, and provides a grounded theory that is relevant to anyone who wants to pierce the …

This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations … special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern …

rigorous discussions and innovative solutions. The latter may find a few of the concepts a bit challenging. Yet, theory and … Constraints -- Dynamic Saving and Portfolio Decisions-Theory -- Asset Accumulation with Estimated Low Frequency Movements Asset …

of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and …

triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … approaches to finance and investing, i.e., modern portfolio theory and behavioral finance, and provides an overview of stock … can be downloaded at extras.springer.com. In this book modern portfolio theory meets behavioral finance, resulting in new …